+45.9%
HLT vs HCA
+11.2%
+34.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.3% | -6.8% | +2.0% |
| 7D | +7.7% | +10.2% | -2.6% | +6.1% |
| 30D | +19.1% | +17.4% | +1.7% | +16.4% |
| 3M | +20.7% | +27.7% | -7.0% | +16.7% |
| 6M | +21.0% | +20.0% | +1.0% | +18.2% |
| YTD | +31.3% | +10.0% | +21.3% | +28.0% |
| 1Y | +45.9% | +9.0% | +36.9% | +41.7% |
| All | +45.9% | +11.2% | +34.7% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling